AEX-Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.05% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8319 | 220.71 | |
| 0.1840 | 43.09 | |
| 0.0081 | 4.10 | |
| 0.0435 | 3.88 | |
| 0.9497 | 73.09 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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